If I understand correctly, Cenosphaera spp. is a type of Radiolaria, which is a type of zooplankton. The following is an image of Cenosphaera spp. is from the supplementary material (Figure S2) of the following paper:

More specifically, in other images of this organism, there are numerous thorns pointing outwards. Is this thorn-less version a natural variation (or e.g. the result of the process of imaging the organism)? Also, is it largely a sphere with a hollow inside?

The authors give the following description of the process involved in obtaining these images.

Eighteen sediment samples were wet washed over 63 μm and 20 μm sieves. The >63 μm residua were dried and picked for radiolaria and foraminifera. From most samples all specimens were picked. Rich samples were divided with a dry microsplitter into fractions, from which at least 100 specimens were picked for each group. Specimens were arranged by taxa on micropaleontological slides. Radiolaria are classified on the generic level, according to the classification utilized by [8]. Foraminifera above the species level are classified according to [9]. In addition, for radiolaria, the 20-63 μm fractions were soaked in peroxide, then washed with tap water and propanol. For each sample, a few drops of suspended material was left on a glass to dry, covered with Durcupan ACM resin and a cover glass. The micropaleontological slides were analyzed under Olympus BX50 light microscope (electronic supplementary material, figures S2 and S3).

In terms of their hollowness, they all (at least, when they're alive) will have the actual cytoplasmic mass (the organic bits) inside. What we see in the picture, and classify them by, is the mineral exoskeleton.
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OreotrephesJul 10 '13 at 23:55

2 Answers
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According to the Marine Species Identification portal, the presence of these thorns is variable. They also vary in size, shape, and the presence of polygonal frames. I don't think there is anything about the imaging process described that would result in the uniform loss of spines (unless the sieve/microsplitter broke them all, but I think that would be a non-uniform loss).

The genus Cenosphaera has indeed been used to qualify fossils of Spumellarians (an order of polycystine Radiolarians) that consists of a single, hollow, spherical shell. The biological meaningfulness of this definition is however unknown.
The very small external thorns that one can see on the picture you're showing are thought to be secondary growth and therefore variable with the age of the specimen, the availability of silicon in the specimen water column and the state of preservation (if it is a fossil).
When alive those species fo course are not hollow inside. The cytology of spumellarians is not as well known as the cytology of Nasselarians (read papers from Cachon, Hollande or Enjumet if you're interested or this nice review from Suzuki & Aita) but they do possess for sure a cytoplasm separated by a capsular wall into a dense endoplasm and a loose ectoplasm.

NB: The reexamination of the specimens Ehrenberg used to described his first species of Cenosphaera (Cenosphaera plutonis, de facto type-species) showed that this specimen was not actually a single-shelled spumellarian, hinting that this genus name have been probably misused in 150 years of radiolarian research.